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Frontier Group Holdings, Inc. Common Stock ULCC

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Market datapartial · fetched 2026-10-22T15:51:13.792Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:50:45.753150825Z

FundamentalsAlpha Vantage · unavailable

Share price$5.31
1D+7.8%
$4.74$4.90$5.06$5.22$5.385:30 AM6:30 AM9:00 AM1:00 PMULCC
Sold putSold call

Frontier Group Holdings, Inc. Common Stock options

Live interpolated ULCC call and put midpoint premiums by absolute delta.Frontier Group Holdings, Inc. Common Stock$0.03$1.00$1.96$2.92$3.89$3.34$4.25$5.17$6.08$7.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ULCC spot · $5.30ULCC PRICE$0.14$0.18$0.22$0.26$0.34$0.43$0.51$0.60$0.68$0.76$0.85$0.94$1.02$0.22$0.28$0.35$0.41$0.52$0.64$0.76$0.88$1.00$1.24$1.52$1.81$3.61
PutsExpensive1.31×
CallsExpensive1.06×
SkewBearish+18.42 pp
Implied moveBearish±$1.27
TiltBearish31.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.9092.8%32.6%4.25110.2%24.0%
25Δ6.5889.1%27.5%4.49106.7%20.8%
30Δ6.2785.4%22.3%4.72103.1%17.5%
35Δ5.9882.5%17.6%4.9699.6%14.3%
40Δ5.8185.5%16.0%5.1699.2%12.5%
45Δ5.6488.5%14.4%5.3699.3%11.0%
50Δ5.4791.5%12.9%5.5699.4%9.6%
55Δ5.3194.4%11.3%5.7599.5%8.1%
60Δ5.1497.4%9.7%5.9599.7%6.6%
65Δ4.9798.7%8.2%6.25102.7%5.5%
70Δ4.8291.7%7.0%6.59106.8%4.6%
75Δ4.6884.7%5.8%6.92110.8%3.6%
80Δ4.5377.7%4.6%8.72162.4%3.6%

20Δ

Calls
Pseudo strike
6.90
IV
92.8%
B/E move
32.6%
Puts
Pseudo strike
4.25
IV
110.2%
B/E move
24.0%

25Δ

Calls
Pseudo strike
6.58
IV
89.1%
B/E move
27.5%
Puts
Pseudo strike
4.49
IV
106.7%
B/E move
20.8%

30Δ

Calls
Pseudo strike
6.27
IV
85.4%
B/E move
22.3%
Puts
Pseudo strike
4.72
IV
103.1%
B/E move
17.5%

35Δ

Calls
Pseudo strike
5.98
IV
82.5%
B/E move
17.6%
Puts
Pseudo strike
4.96
IV
99.6%
B/E move
14.3%

40Δ

Calls
Pseudo strike
5.81
IV
85.5%
B/E move
16.0%
Puts
Pseudo strike
5.16
IV
99.2%
B/E move
12.5%

45Δ

Calls
Pseudo strike
5.64
IV
88.5%
B/E move
14.4%
Puts
Pseudo strike
5.36
IV
99.3%
B/E move
11.0%

50Δ

Calls
Pseudo strike
5.47
IV
91.5%
B/E move
12.9%
Puts
Pseudo strike
5.56
IV
99.4%
B/E move
9.6%

55Δ

Calls
Pseudo strike
5.31
IV
94.4%
B/E move
11.3%
Puts
Pseudo strike
5.75
IV
99.5%
B/E move
8.1%

60Δ

Calls
Pseudo strike
5.14
IV
97.4%
B/E move
9.7%
Puts
Pseudo strike
5.95
IV
99.7%
B/E move
6.6%

65Δ

Calls
Pseudo strike
4.97
IV
98.7%
B/E move
8.2%
Puts
Pseudo strike
6.25
IV
102.7%
B/E move
5.5%

70Δ

Calls
Pseudo strike
4.82
IV
91.7%
B/E move
7.0%
Puts
Pseudo strike
6.59
IV
106.8%
B/E move
4.6%

75Δ

Calls
Pseudo strike
4.68
IV
84.7%
B/E move
5.8%
Puts
Pseudo strike
6.92
IV
110.8%
B/E move
3.6%

80Δ

Calls
Pseudo strike
4.53
IV
77.7%
B/E move
4.6%
Puts
Pseudo strike
8.72
IV
162.4%
B/E move
3.6%

Options history

No recorded observations